+45.3%
IEMG vs AFRM
-25.2%
+70.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -0.9% | -8.5% | +7.6% | -0.2% |
| 30D | +2.1% | -11.4% | +13.5% | +3.0% |
| 3M | +4.6% | +8.2% | -3.6% | +3.7% |
| 6M | +14.0% | +36.6% | -22.6% | +10.8% |
| YTD | +22.3% | -8.7% | +31.0% | +22.2% |
| 1Y | +30.7% | -19.9% | +50.6% | +31.4% |
| 3Y | +83.2% | +202.6% | -119.4% | +58.6% |
| 5Y | +47.0% | -45.0% | +92.0% | +29.0% |
| All | +45.3% | -25.2% | +70.5% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling